Infinite order cross-validated local polynomial regression

DOI10.1016/j.jeconom.2014.06.003zbMath1331.62229OpenAlexW2235439593MaRDI QIDQ2343824

Jeffrey S. Racine, Hall, Peter

Publication date: 6 May 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://socserv.mcmaster.ca/econ/rsrch/papers/archive/2013-05.pdf

zbMATH Keywords

model selectionefficiencyrates of convergence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Regression discontinuity with categorical outcomes, Calculating degrees of freedom in multivariate local polynomial regression, Boundary-adaptive kernel density estimation: the case of (near) uniform density, Policy Optimization Using Semiparametric Models for Dynamic Pricing, Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity, Averaging estimators for kernel regressions, NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY, Nonlinear Tikhonov regularization in Hilbert scales with balancing principle tuning parameter in statistical inverse problems

Uses Software

• R
• NOMAD
• crs

Cites Work

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